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Two LDF characterizations of the normal as a spherical distribution

✍ Scribed by Theophilos Cacoullos


Publisher
Elsevier Science
Year
1992
Tongue
English
Weight
402 KB
Volume
40
Category
Article
ISSN
0047-259X

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Suppose X,, X,, ..., X, are independent and identically distributed random variables with absolutely continuous distribution function F. It is known that if F is standard normal distribution then (i) 2 X : is a chi-square with n degrees of freedom and (ii) nX2 is a chi-square with 1 degrees of freed